simpeg.optimization.InexactGaussNewton#

class simpeg.optimization.InexactGaussNewton(*, cg_rtol=0.1, cg_atol=0.0, cg_maxiter=5, **kwargs)[source]#

Minimizes using CG as the inexact solver of

\[\mathbf{H p = -g}\]

By default BFGS is used as the preconditioner.

Use nbfgs to set the memory limitation of BFGS.

To set the initial H0 to be used in BFGS, set bfgsH0 to be a simpeg.Solver

Attributes

`approxHinv`	The approximate Hessian inverse is used to precondition CG.
`bfgsH0`	Approximate Hessian used in preconditioning the problem.
`callback`	A used defined callback function.
`cg_atol`	Absolute tolerance for inner CG iterations.
`cg_maxiter`	Maximum number of CG iterations.
`cg_rtol`	Relative tolerance for inner CG iterations.
`maxIterCG`	InexactCG.maxIterCG has been deprecated.
`tolCG`	InexactCG.tolCG has been deprecated.

Methods

`bfgsrec`(k, n, nn, S, Y, d)	BFGS recursion
`doEndIteration`(xt)	Operation called at the end of each minimize iteration.
`doStartIteration`()	Called at the start of each minimize iteration. If you have things that also need to run in the method doStartIteration, you can create a method::.
`findSearchDirection`()	Return the direction to search along for a minimum value.
`finish`()	Called at the end of the optimization. If you have things that also need to run in the method finish, you can create a method::.
`minimize`(evalFunction, x0)	Minimizes the function (evalFunction) starting at the location x0.
`modifySearchDirection`(p)	Changes the search direction based on some sort of linesearch or trust-region criteria.
`modifySearchDirectionBreak`(p)	Called if modifySearchDirection fails to find a descent direction.
`printDone`([inLS])	Called at the end of the optimization routine.
`printInit`([inLS])	Called at the beginning of the optimization routine.
`printIter`([inLS])	Called directly after function evaluations.
`projection`(p)	Projects a model onto bounds (if given)
`scaleSearchDirection`(p)	Scales the search direction if appropriate.
`startup`(x0)	Called at the start of any new minimize call.